Seasonality PLAT 5 years

calculation: arith
plot_real_quotes: False
pad: 120
calculation_segments: zigzag_rdp
use_calculation_segments: rdp
use_sg: False
history seasonal curves

window_years season_year plot_year corr hit_rate_returns hit_rate_segments avg_real ratio_total ratio_segments
5 1994 1995 0.420173 0.513944 0.142857 -0.004205 1.00 3.76
5 1995 1996 -0.069144 0.472222 0.714286 -0.011227 18.96 -18.73
5 1996 1997 0.584599 0.484127 0.428571 0.002183 0.05 0.31
5 1997 1998 -0.248883 0.490040 0.571429 -0.000897 -0.18 -0.20
5 1998 1999 -0.625994 0.458167 0.285714 0.029685 110.86 45.02
5 1999 2000 0.452480 0.528000 0.285714 0.050579 6.64 6.66
5 2000 2001 -0.780595 0.526316 0.428571 -0.033706 -1.50 -1.60
5 2001 2002 0.466656 0.406375 0.857143 0.035192 2.41 2.48
5 2002 2003 0.605780 0.454183 0.444444 0.039696 1.70 1.65
5 2003 2004 -0.124266 0.533865 0.857143 0.002727 0.17 0.06
5 2004 2005 0.775913 0.474104 0.428571 0.021345 0.55 0.59
5 2005 2006 -0.163118 0.460000 0.571429 0.024322 1.17 1.16
5 2006 2007 0.894044 0.540000 0.428571 0.051370 1.15 1.04
5 2007 2008 -0.785257 0.509960 0.636364 -0.035170 -1.27 -1.23
5 2008 2009 -0.531342 0.470120 0.545455 0.057161 14.27 47.85
5 2009 2010 -0.189762 0.513944 0.571429 0.021032 0.78 0.71
5 2010 2011 0.409136 0.442231 0.285714 -0.030173 -0.97 -1.11
5 2011 2012 -0.344586 0.464000 0.538462 0.008773 0.62 1.51
5 2012 2013 0.262875 0.490040 0.571429 -0.017668 -1.77 -2.36
5 2013 2014 -0.476015 0.498008 0.428571 -0.019564 -1.02 -1.29
5 2014 2015 0.798349 0.521912 0.571429 -0.034541 5.85 2.67
5 2015 2016 -0.025205 0.468000 0.428571 0.001477 -0.12 -0.05
5 2016 2017 0.592241 0.452000 0.857143 0.000595 0.12 -0.03
5 2017 2018 0.696365 0.504000 0.714286 -0.023294 1.10 0.99
5 2018 2019 -0.672768 0.505976 0.777778 0.023336 -1.86 -1.36
5 2019 2020 -0.469721 0.412698 0.428571 0.010362 -4.15 -1.58
5 2020 2021 -0.495554 0.446215 0.714286 -0.011585 -0.79 -0.86
5 2021 2022 0.548742 0.476000 0.857143 0.012900 1.51 2.11
5 2022 2023 0.170207 0.506024 0.428571 -0.020447 -0.61 -1.31
5 2023 2024 -0.359473 0.492000 0.285714 -0.009209 -0.77 -0.72
5 2024 2025 -0.279105 0.477912 0.428571 0.179890 395.11 -531.88
5 2025 2026 -0.595862 0.435484 0.500000 -0.033501 -0.30 24.13

seasonalcomparekey_figuresSegmentePlot
1994 1995
Corr: 0.4202
Hit Rate Returns: 0.5139
Hit Rate Segments: 0.1429
Avg Real: -0.0042
TypeStartEndSeasonRealOK
L01-0102-150.073-0.002
H02-1504-25-0.0510.064
L04-2508-010.066-0.048
H08-0108-15-0.078-0.000
H08-1509-29-0.0420.007
H09-2912-27-0.004-0.045
L12-2712-310.070-0.012
1995 1996
Corr: -0.0691
Hit Rate Returns: 0.4722
Hit Rate Segments: 0.7143
Avg Real: -0.0112
TypeStartEndSeasonRealOK
H01-0102-25-0.0360.008
L02-2504-040.083-0.008
H04-0404-22-0.039-0.003
L04-2205-030.057-0.001
H05-0306-14-0.035-0.030
L06-1407-180.0580.002
H07-1808-14-0.1000.016
H08-1412-31-0.028-0.071
1996 1997
Corr: 0.5846
Hit Rate Returns: 0.4841
Hit Rate Segments: 0.4286
Avg Real: 0.0022
TypeStartEndSeasonRealOK
L01-0102-170.0780.003
H02-1703-02-0.0590.067
L03-0204-040.072-0.072
H04-0404-21-0.0380.055
L04-2105-030.059-0.028
H05-0306-27-0.0130.127
L06-2708-010.0610.057
H08-0108-14-0.079-0.034
H08-1411-01-0.028-0.061
L11-0112-310.083-0.108
1997 1998
Corr: -0.2489
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.5714
Avg Real: -0.0009
TypeStartEndSeasonRealOK
L01-0105-260.0930.037
L05-2606-090.059-0.060
H06-0907-10-0.0320.048
L07-1008-040.058-0.004
H08-0408-14-0.055-0.018
H08-1410-23-0.008-0.083
H10-2312-16-0.0820.051
L12-1612-310.0910.023
1998 1999
Corr: -0.6260
Hit Rate Returns: 0.4582
Hit Rate Segments: 0.2857
Avg Real: 0.0297
TypeStartEndSeasonRealOK
L01-0104-090.122-0.017
H04-0906-02-0.0500.011
L06-0207-280.051-0.054
H07-2808-30-0.0550.013
L08-3009-140.0440.078
H09-1412-16-0.1100.165
L12-1612-310.1220.012
1999 2000
Corr: 0.4525
Hit Rate Returns: 0.5280
Hit Rate Segments: 0.2857
Avg Real: 0.0506
TypeStartEndSeasonRealOK
L01-0104-130.1110.115
H04-1305-22-0.0440.115
L05-2206-090.0460.009
H06-0906-24-0.0520.023
L06-2408-040.049-0.017
H08-0408-30-0.0510.052
L08-3010-120.078-0.015
H10-1212-16-0.0820.056
L12-1612-310.1120.017
2000 2001
Corr: -0.7806
Hit Rate Returns: 0.5263
Hit Rate Segments: 0.4286
Avg Real: -0.0337
TypeStartEndSeasonRealOK
L01-0101-060.0140.007
L01-0602-160.135-0.048
H02-1604-26-0.059-0.013
L04-2606-060.072-0.026
H06-0607-05-0.070-0.040
L07-0510-120.115-0.179
H10-1212-19-0.0620.013
L12-1912-310.1680.039
2001 2002
Corr: 0.4667
Hit Rate Returns: 0.4064
Hit Rate Segments: 0.8571
Avg Real: 0.0352
TypeStartEndSeasonRealOK
H01-0101-06-0.025-0.019
L01-0602-160.1120.019
H02-1605-03-0.0310.106
L05-0306-060.0770.087
H06-0606-18-0.0710.005
H06-1808-30-0.0530.002
L08-3009-190.0760.013
H09-1912-19-0.0240.050
L12-1912-310.1370.009
2002 2003
Corr: 0.6058
Hit Rate Returns: 0.4542
Hit Rate Segments: 0.4444
Avg Real: 0.0397
TypeStartEndSeasonRealOK
L01-0101-060.0780.006
L01-0602-160.1110.134
H02-1603-30-0.034-0.050
L03-3004-180.089-0.017
H04-1808-15-0.0950.096
L08-1509-190.0860.000
H09-1910-02-0.0560.020
L10-0210-120.0720.031
H10-1210-31-0.0500.038
L10-3112-310.2530.111
2003 2004
Corr: -0.1243
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.8571
Avg Real: 0.0027
TypeStartEndSeasonRealOK
L01-0102-160.2820.042
H02-1604-07-0.0990.029
L04-0705-270.153-0.046
H05-2708-07-0.107-0.021
L08-0709-260.0600.020
L09-2612-310.2170.007
2004 2005
Corr: 0.7759
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: 0.0213
TypeStartEndSeasonRealOK
L01-0101-070.083-0.013
L01-0702-160.1540.018
H02-1610-02-0.0360.088
L10-0212-310.1300.052
2005 2006
Corr: -0.1631
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.5714
Avg Real: 0.0243
TypeStartEndSeasonRealOK
L01-0103-100.1400.032
H03-1003-29-0.0670.067
L03-2904-190.0750.047
H04-1905-01-0.0960.051
L05-0105-270.0760.128
H05-2708-09-0.101-0.036
L08-0912-230.105-0.131
L12-2312-310.1590.013
2006 2007
Corr: 0.8940
Hit Rate Returns: 0.5400
Hit Rate Segments: 0.4286
Avg Real: 0.0514
TypeStartEndSeasonRealOK
L01-0104-190.2690.150
H04-1905-01-0.066-0.011
L05-0105-270.106-0.012
H05-2706-13-0.0800.022
L06-1309-020.103-0.011
H09-0210-04-0.0610.078
L10-0412-310.3130.143
2007 2008
Corr: -0.7853
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.6364
Avg Real: -0.0352
TypeStartEndSeasonRealOK
L01-0103-010.1380.388
H03-0104-07-0.038-0.130
L04-0704-190.0640.003
H04-1904-29-0.064-0.059
L04-2905-270.0940.133
H05-2706-13-0.087-0.061
L06-1309-060.116-0.431
H09-0610-04-0.037-0.249
L10-0412-310.305-0.024
2008 2009
Corr: -0.5313
Hit Rate Returns: 0.4701
Hit Rate Segments: 0.5455
Avg Real: 0.0572
TypeStartEndSeasonRealOK
L01-0103-010.2720.130
L03-0105-210.0720.099
H05-2109-01-0.1270.080
H09-0110-24-0.2150.142
L10-2412-140.0380.124
L12-1412-310.2780.020
2009 2010
Corr: -0.1898
Hit Rate Returns: 0.5139
Hit Rate Segments: 0.5714
Avg Real: 0.0210
TypeStartEndSeasonRealOK
L01-0102-210.2820.006
H02-2103-10-0.0520.045
L03-1005-230.213-0.058
H05-2310-27-0.3030.097
L10-2712-310.1740.061
2010 2011
Corr: 0.4091
Hit Rate Returns: 0.4422
Hit Rate Segments: 0.2857
Avg Real: -0.0302
TypeStartEndSeasonRealOK
L01-0102-210.3150.036
L02-2105-010.0740.048
L05-0105-120.122-0.052
H05-1210-27-0.359-0.074
L10-2711-050.102-0.002
H11-0512-23-0.015-0.133
L12-2312-310.344-0.016
2011 2012
Corr: -0.3446
Hit Rate Returns: 0.4640
Hit Rate Segments: 0.5385
Avg Real: 0.0088
TypeStartEndSeasonRealOK
L01-0102-210.3070.180
H02-2103-20-0.052-0.023
L03-2004-220.127-0.053
H04-2212-15-0.2660.041
L12-1512-310.179-0.046
2012 2013
Corr: 0.2629
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.5714
Avg Real: -0.0177
TypeStartEndSeasonRealOK
L01-0102-210.3390.032
L02-2104-090.028-0.041
H04-0908-15-0.188-0.015
L08-1509-220.061-0.061
H09-2210-24-0.1820.019
L10-2412-220.009-0.075
L12-2212-310.3630.029
2013 2014
Corr: -0.4760
Hit Rate Returns: 0.4980
Hit Rate Segments: 0.4286
Avg Real: -0.0196
TypeStartEndSeasonRealOK
L01-0101-190.1580.034
L01-1904-090.068-0.010
H04-0907-08-0.1550.037
L07-0809-160.174-0.090
H09-1609-26-0.080-0.045
L09-2611-140.061-0.061
H11-1412-22-0.089-0.024
L12-2212-310.2360.016
2014 2015
Corr: 0.7983
Hit Rate Returns: 0.5219
Hit Rate Segments: 0.5714
Avg Real: -0.0345
TypeStartEndSeasonRealOK
L01-0101-190.1350.055
L01-1904-300.004-0.116
H04-3006-26-0.130-0.051
L06-2609-160.089-0.089
H09-1610-03-0.084-0.053
H10-0312-22-0.058-0.035
L12-2212-310.1300.017
2015 2016
Corr: -0.0252
Hit Rate Returns: 0.4680
Hit Rate Segments: 0.4286
Avg Real: 0.0015
TypeStartEndSeasonRealOK
L01-0102-080.1390.043
H02-0806-26-0.1650.068
L06-2608-220.0780.142
H08-2212-22-0.212-0.223
L12-2212-310.117-0.003
2016 2017
Corr: 0.5922
Hit Rate Returns: 0.4520
Hit Rate Segments: 0.8571
Avg Real: 0.0006
TypeStartEndSeasonRealOK
L01-0102-130.1420.062
H02-1304-24-0.074-0.038
L04-2405-060.047-0.051
H05-0606-27-0.1140.000
L06-2708-230.0820.063
H08-2312-23-0.196-0.064
L12-2312-310.1260.006
2017 2018
Corr: 0.6964
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.7143
Avg Real: -0.0233
TypeStartEndSeasonRealOK
L01-0102-140.1250.056
H02-1406-26-0.141-0.139
L06-2608-200.077-0.076
H08-2012-17-0.2010.000
L12-1712-310.106-0.002
2018 2019
Corr: -0.6728
Hit Rate Returns: 0.5060
Hit Rate Segments: 0.7778
Avg Real: 0.0233
TypeStartEndSeasonRealOK
L01-0102-150.1310.010
H02-1503-30-0.0740.055
L03-3008-100.0220.014
H08-1012-15-0.1900.095
L12-1512-310.1160.042
2019 2020
Corr: -0.4697
Hit Rate Returns: 0.4127
Hit Rate Segments: 0.4286
Avg Real: 0.0104
TypeStartEndSeasonRealOK
L01-0102-150.138-0.016
H02-1503-14-0.054-0.235
L03-1404-290.0710.114
H04-2906-22-0.1020.048
L06-2209-060.0740.074
H09-0612-09-0.1480.101
L12-0912-310.1300.067
2020 2021
Corr: -0.4956
Hit Rate Returns: 0.4462
Hit Rate Segments: 0.7143
Avg Real: -0.0116
TypeStartEndSeasonRealOK
L01-0102-240.1880.186
H02-2403-19-0.162-0.067
L03-1904-190.1270.009
H04-1906-27-0.066-0.089
L06-2708-100.156-0.089
H08-1011-12-0.1270.082
L11-1212-310.212-0.112
2021 2022
Corr: 0.5487
Hit Rate Returns: 0.4760
Hit Rate Segments: 0.8571
Avg Real: 0.0129
TypeStartEndSeasonRealOK
L01-0102-190.2270.118
H02-1903-19-0.192-0.056
L03-1904-180.119-0.028
H04-1806-20-0.116-0.082
L06-2012-090.0300.089
L12-0912-310.2500.049
2022 2023
Corr: 0.1702
Hit Rate Returns: 0.5060
Hit Rate Segments: 0.4286
Avg Real: -0.0204
TypeStartEndSeasonRealOK
L01-0102-190.227-0.154
H02-1903-19-0.1810.031
L03-1904-180.1100.087
H04-1807-05-0.137-0.154
L07-0512-220.1200.051
L12-2212-310.2600.015
2023 2024
Corr: -0.3595
Hit Rate Returns: 0.4920
Hit Rate Segments: 0.2857
Avg Real: -0.0092
TypeStartEndSeasonRealOK
L01-0102-220.263-0.084
H02-2203-19-0.159-0.005
L03-1904-180.1310.055
H04-1810-02-0.1400.058
L10-0212-310.261-0.113
2024 2025
Corr: -0.2791
Hit Rate Returns: 0.4779
Hit Rate Segments: 0.4286
Avg Real: 0.1799
TypeStartEndSeasonRealOK
L01-0102-190.1480.074
H02-1903-19-0.1660.035
L03-1905-190.171-0.005
H05-1906-20-0.1220.279
H06-2009-08-0.0370.140
L09-0812-310.1430.736
2025 2026
Corr: -0.5959
Hit Rate Returns: 0.4355
Hit Rate Segments: 0.5000
Avg Real: -0.0335
TypeStartEndSeasonRealOK
H01-0101-17-0.0880.084
L01-1707-170.177-0.218